scientific article; zbMATH DE number 1198902

zbMath0908.60054MaRDI QIDQ4211183

D. F. Kuznetsov

Publication date: 14 September 1998

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

multiple stochastic integralsstochastic Taylor formulamean-square approximation of stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Probabilistic methods, stochastic differential equations (65C99)

Related Items (4)

Unnamed Item ⋮ Development and application of the Fourier method for the numerical solution of Ito stochastic differential equations ⋮ Unnamed Item ⋮ On solving stochastic differential equations

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